Date | Average Spread | Last Best Bid Price | Last Best Ask Price | Last Best Bid Volume | Last Best Ask Volume | Average Buy Volume | Average Sell Volume | Average Buy Value | Average Sell Value | Spreads Availability Ratio | Quote Availability |
---|---|---|---|---|---|---|---|---|---|---|---|
24.05.2024 | 0.12% | 8.43 CHF | 8.44 CHF | 75'000 | 75'000 | 75'000 | 75'000 | 623'624 CHF | 624'374 CHF | 100.00% | 100.00% |
23.05.2024 | 0.12% | 8.39 CHF | 8.40 CHF | 75'000 | 75'000 | 74'736 | 74'736 | 637'394 CHF | 638'144 CHF | 100.00% | 100.00% |
22.05.2024 | 0.12% | 8.34 CHF | 8.35 CHF | 75'000 | 75'000 | 75'000 | 75'000 | 619'675 CHF | 620'425 CHF | 100.00% | 100.00% |
21.05.2024 | 0.12% | 8.46 CHF | 8.47 CHF | 75'000 | 75'000 | 75'000 | 75'000 | 635'412 CHF | 636'162 CHF | 99.55% | 99.55% |
17.05.2024 | 0.12% | 8.35 CHF | 8.36 CHF | 75'000 | 75'000 | 75'000 | 75'000 | 628'306 CHF | 629'056 CHF | 100.00% | 100.00% |
16.05.2024 | 0.12% | 8.36 CHF | 8.37 CHF | 75'000 | 75'000 | 74'954 | 74'954 | 632'692 CHF | 633'442 CHF | 100.00% | 100.00% |
15.05.2024 | 0.12% | 8.24 CHF | 8.25 CHF | 75'000 | 75'000 | 74'867 | 74'867 | 608'982 CHF | 609'732 CHF | 100.00% | 100.00% |
14.05.2024 | 0.12% | 8.12 CHF | 8.13 CHF | 75'000 | 75'000 | 74'996 | 74'996 | 606'173 CHF | 606'923 CHF | 99.81% | 99.81% |
13.05.2024 | 0.13% | 8.00 CHF | 8.01 CHF | 75'000 | 75'000 | 75'000 | 75'000 | 598'447 CHF | 599'197 CHF | 100.00% | 100.00% |
10.05.2024 | 0.12% | 8.06 CHF | 8.07 CHF | 75'000 | 75'000 | 75'000 | 75'000 | 609'643 CHF | 610'393 CHF | 100.00% | 100.00% |